/Engine/Source/Runtime/SlateCore/Public/Input/Reply.h
An event should returnFReply::Handled().LockMouseToWidget( SomeWidget ) as a means of asking the system to Lock the mouse so it cannot move out of the bounds of the widget.
[FReply](API\Runtime\SlateCore\Input\FReply) & LockMouseToWidget ( [TSharedRef](API\Runtime\Core\Templates\TSharedRef)< [SWidget](API\Runtime\SlateCore\Widgets\SWidget) > InWidget )